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https://issues.apache.org/jira/browse/SPARK-9120?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14630560#comment-14630560
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Alexander Ulanov commented on SPARK-9120:
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Thank you for sharing your thoughts. Do you mean that the algorithm that does
multivariate regression should not be implemented within ML since ML does not
support multivariate, so the algorithm should live within MLlib for a while
until you figure out a generic interface? By support I mean handling the ".fit"
and ".transform" staff etc.
> Add multivariate regression (or prediction) interface
> -----------------------------------------------------
>
> Key: SPARK-9120
> URL: https://issues.apache.org/jira/browse/SPARK-9120
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 1.4.0
> Reporter: Alexander Ulanov
> Fix For: 1.4.0
>
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> org.apache.spark.ml.regression.RegressionModel supports prediction only for a
> single variable with a method "predict:Double" by extending the Predictor.
> There is a need for multivariate prediction, at least for regression. I
> propose to modify "RegressionModel" interface similarly to how it is done in
> "ClassificationModel", which supports multiclass classification. It has
> "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel"
> should have something like "predictMultivariate:Vector".
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